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BNDW vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDW vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Bond ETF (BNDW) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNDW achieves a 0.15% return, which is significantly lower than VGSH's 0.36% return.


BNDW

1D
-0.09%
1M
-0.41%
YTD
0.15%
6M
0.41%
1Y
3.40%
3Y*
3.95%
5Y*
0.10%
10Y*

VGSH

1D
0.00%
1M
-0.20%
YTD
0.36%
6M
0.76%
1Y
3.41%
3Y*
4.14%
5Y*
1.79%
10Y*
1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDW vs. VGSH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
0.15%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.21%
VGSH
Vanguard Short-Term Treasury ETF
0.36%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.18%

Correlation

The correlation between BNDW and VGSH is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.72

The correlation between BNDW and VGSH has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

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Return for Risk

BNDW vs. VGSH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BNDW
BNDW Risk / Return Rank: 2929
Overall Rank
BNDW Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2929
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2929
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2929
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2727
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 8888
Overall Rank
VGSH Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9292
Omega Ratio Rank
VGSH Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGSH Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BNDW vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) and Vanguard Short-Term Treasury ETF (VGSH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BNDWVGSHDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.99

Omega ratioGain probability vs. loss probability

1.18

1.57

-0.40

Calmar ratioReturn relative to maximum drawdown

1.26

3.88

-2.61

Martin ratioReturn relative to average drawdown

3.52

15.29

-11.78

BNDW vs. VGSH - Sharpe Ratio Comparison

The current BNDW Sharpe Ratio is 1.02, which is lower than the VGSH Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of BNDW and VGSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BNDWVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.69

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.91

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.01

-0.64

Drawdowns

BNDW vs. VGSH - Drawdown Comparison

The maximum BNDW drawdown since its inception was -17.22%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for BNDW and VGSH.


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Drawdown Indicators


BNDWVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-17.22%

-5.70%

-11.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-0.88%

-1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-0.97%

-3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-5.66%

-11.27%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

Current Drawdown

Current decline from peak

-1.80%

-0.41%

-1.39%

Average Drawdown

Average peak-to-trough decline

-4.97%

-0.60%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.22%

+0.75%

Volatility

BNDW vs. VGSH - Volatility Comparison

Vanguard Total World Bond ETF (BNDW) has a higher volatility of 1.25% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that BNDW's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDWVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.35%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

0.89%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

1.28%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.21%

1.97%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

1.58%

+3.32%

BNDW vs. VGSH - Expense Ratio Comparison

BNDW has a 0.05% expense ratio, which is higher than VGSH's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BNDW vs. VGSH - Dividend Comparison

BNDW's dividend yield for the trailing twelve months is around 4.23%, more than VGSH's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDW
Vanguard Total World Bond ETF
4.23%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%
VGSH
Vanguard Short-Term Treasury ETF
3.88%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


BNDW and VGSH have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNDW has higher volatility (1.25%) compared to VGSH (0.35%). In terms of maximum drawdown, BNDW dropped -17.22% vs VGSH's -5.70%.

On 5-year performance, VGSH leads with 1.79% vs 0.10% for BNDW. On fees, VGSH is cheaper at 0.03% per year. On volatility, VGSH has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VGSH has performed better with a 1.79% return vs 0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGSH is cheaper with a 0.03% expense ratio, compared with 0.05% for BNDW.

BNDW has the higher dividend yield at 4.23%, compared with 3.88% for VGSH.

BNDW is categorized as Global Bonds, while VGSH is Government Bonds. BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index, while VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index. Their fees differ too: 0.05% for BNDW and 0.03% for VGSH.

VGSH currently has the higher Sharpe Ratio (2.69 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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